#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Processes;
using Cephei.QL.Instruments;
namespace Cephei.QL.Pricingengines.Vanilla
{
    /// <summary> 
	/// ! \ingroup vanillaengines  \test the correctness of the returned value is tested by reproducing results available in literature.
	/// </summary>
    [Guid ("50872AEE-DA43-4490-A853-0C950D098268"),ComVisible(true)]
	public interface IBaroneAdesiWhaleyApproximationEngine 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IBaroneAdesiWhaleyApproximationEngine Calculate {get;}
        /// <summary> 
		/// critical commodity price
		/// </summary>
		 Double CriticalPrice(Cephei.QL.Instruments.IStrikedTypePayoff payoff, Double riskFreeDiscount, Double dividendDiscount, Double variance, Microsoft.FSharp.Core.FSharpOption<Double> tolerance);
    }   

    /// <summary> 
	/// ! \ingroup vanillaengines  \test the correctness of the returned value is tested by reproducing results available in literature. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IBaroneAdesiWhaleyApproximationEngine_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IBaroneAdesiWhaleyApproximationEngine Create (Cephei.QL.Processes.IGeneralizedBlackScholesProcess process);
    }
}

